Many, likely most, developers today don't care about controlling their system/network/hardware. There's nothing wrong with that necessarily, but it is a pretty fundamental difference.
One concern I've had with building LLM features is whether my customers would be okay with me giving their data over to the LLM vendor. Say I'm building a tool for data analysis, is it really okay to a customer for me to give their table schemas or access to the data itself to OpenAI, for example?
I rarely hear that concern raised though. Similarly when I was doing consulting recently, I wouldn't use copilot on client projects as I didn't want copilot servers accessing code that I don't actually own the rights to. Maybe its over protective though, I have never heard anyone raise that concern so maybe its just me.